+2,039.9%
CIFR vs BAM
+78.0%
+1,962.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.4% |
| 7D | +16.9% | -2.0% | +18.9% | +20.1% |
| 30D | -5.2% | -2.9% | -2.3% | -2.8% |
| 3M | -30.6% | +9.4% | -39.9% | -40.0% |
| 6M | +10.6% | +10.8% | -0.2% | -5.7% |
| YTD | +20.2% | -0.4% | +20.6% | +16.1% |
| 1Y | +139.7% | -10.9% | +150.6% | +172.5% |
| 3Y | +489.4% | +61.3% | +428.1% | +271.3% |
| All | +2,039.9% | +78.0% | +1,962.0% | +1,106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling